Joint distributions of the maximum and the process for higher-order diffusions.
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Cites work
- scientific article; zbMATH DE number 438987 (Why is no real title available?)
- scientific article; zbMATH DE number 3863589 (Why is no real title available?)
- scientific article; zbMATH DE number 52098 (Why is no real title available?)
- scientific article; zbMATH DE number 486467 (Why is no real title available?)
- scientific article; zbMATH DE number 614990 (Why is no real title available?)
- scientific article; zbMATH DE number 1109779 (Why is no real title available?)
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- On sojourn distributions of processes related to some higher-order heat-type equations
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(17)- From pseudorandom walk to pseudo-Brownian motion: first exit time from a one-sided or a two-sided interval
- On Mellin transforms of solutions of differential equation \(\chi^{(n)}(x)+\gamma_nx\chi (x)=0\)
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- On the solutions of linear odd-order heat-type equations with random initial conditions
- The distribution of the local time for ``pseudoprocesses and its connection with fractional diffusion equations
- Fractional relaxation equations and Brownian crossing probabilities of a random boundary
- Higher-order expansions of distributions of maxima in a Hüsler-Reiss model
- Pseudoprocesses on a circle and related Poisson kernels
- Bessel processes and hyperbolic Brownian motions stopped at different random times
- First exit time from a bounded interval for pseudo-processes driven by the equation \(\partial /\partial t=(-1)^{N-1}\partial ^{2N}/\partial x^{2N}\)
- Higher-order stochastic partial differential equations with branching noises
- First hitting time and place for pseudo-processes driven by the equation \(\frac {\partial}{\partial t} = \pm \frac {\partial ^N}{\partial x^N}\) subject to a linear drift
- Joint distribution of the process and its sojourn time in a half-line \([a,+\infty)\) for pseudo-processes driven by a high-order heat-type equation
- Conditional maximal distributions of processes related to higher-order heat-type equations
- Joint law of the process and its maximum, first hitting time and place of half-line for the pseudo-process driven by the equation \(\frac {\partial}{\partial t}= \pm \frac {\partial^{N}}{\partial x^{N}}\)
- A survey on the pseudo-process driven by the high-order heat-type equation \(\partial/\partial t=\pm\partial^N\!/\partial x^N\) concerning the hitting and sojourn times
- Iterated Brownian motion in an open set.
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